Push Real-time Quote

Real-time quote push of the subscribed security. In the pushed data structure, only the fields that have changed will be filled with data.

SDK Links

Python	longbridge.openapi.QuoteContext.set_on_quote
Rust	longbridge::quote::QuoteContext#set_on_quote
Go	QuoteContext.OnQuote
Node.js	QuoteContext#setOnQuote
Java	QuoteContext.setOnQuote
C++	longbridge::quote::QuoteContext::set_on_quote

Info

Business Command: 101

Data Format

Properties

Name	Type	Description
symbol	string	Security code, for example: AAPL.US
sequence	int64	Sequence number
last_done	string	Latest price
open	string	Open
high	string	High
low	string	Low
timestamp	int64	Time of latest price
volume	int64	Volume
turnover	string	Turnover
trade_status	int32	Security trading status, see TradeStatus
trade_session	int32	Trade session, see TradeSession
current_volume	int32	Increase volume between pushes
current_turnover	string	Increase turnover between pushes
tag	int32	Price tag Optional value: 0 - Real-time quote 1 - Revised data after market close

Protobuf

message PushQuote {
  string symbol = 1;
  int64 sequence = 2;
  string last_done = 3;
  string open = 4;
  string high = 5;
  string low = 6;
  int64 timestamp = 7;
  int64 volume = 8;
  string turnover = 9;
  TradeStatus trade_status = 10;
  TradeSession trade_session = 11;
}

Example

from time import sleep
from longbridge.openapi import QuoteContext, Config, SubType, PushQuote, OAuthBuilder

def on_quote(symbol: str, event: PushQuote):
    print(symbol, event)

oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)
ctx.set_on_quote(on_quote)

ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote], is_first_push=True)
sleep(30)

JSON Example

{
  "symbol": "AAPL.US",
  "sequence": 160808750000000,
  "last_done": "156.570",
  "open": "155.910",
  "high": "159.790",
  "low": "155.380",
  "timestamp": 1651089600,
  "volume": 88063191,
  "turnover": "13865092584.000",
  "trade_status": 0,
  "trade_session": 0,
  "current_volume": 111234,
  "current_turnover": "23234343454.000",
  "tag": 0
}